+3,038.3%
CLS vs HBM
+625.8%
+2,412.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +20.1% | +5.5% | +14.6% | +18.2% |
| 30D | +6.0% | +3.3% | +2.8% | +4.8% |
| 3M | -10.3% | +12.7% | -22.9% | -14.2% |
| 6M | +24.5% | +28.2% | -3.7% | +14.8% |
| YTD | +12.9% | +45.3% | -32.5% | -0.2% |
| 1Y | +36.7% | +121.7% | -85.0% | +7.5% |
| 3Y | +1,328.1% | +523.5% | +804.6% | +731.0% |
| 5Y | +3,682.3% | +393.9% | +3,288.4% | +2,104.8% |
| 10Y | +3,038.3% | +647.9% | +2,390.4% | +1,349.7% |
| All | +3,038.3% | +625.8% | +2,412.4% | +1,349.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling